How better metrics on climate risk can accelerate progress to net zero
To help ensure an orderly transition to a net zero economy, insurers and investors need better financial metrics for assessing climate risk.
CEO, Willis Towers Watson
Carl Hess is the President and future CEO of Willis Towers Watson and is based in New York. Carl previously served leader of the Investment, Risk and Reinsurance segment, co-leader of North America at Willis Towers Watson and before that, managing director, the Americas, of Towers Watson. He served as the managing director of Towers Watson's Investment business since January 2010 and also worked in a variety of roles for over 20 years at Watson Wyatt, lastly as global practice director of Watson Wyatt's Investment business.
Carl is a Fellow of the Society of Actuaries and the Conference of Consulting Actuaries, and a Chartered Enterprise Risk Analyst. He has a B.A. cum laude in logic and language from Yale University.
To help ensure an orderly transition to a net zero economy, insurers and investors need better financial metrics for assessing climate risk.
Three ways organizations can adapt to confront and manage threats posed by risks including climate change, financial shocks, terrorism and cyber threats.